Kalman filtering [electronic resource] : with real-time applications / C.K. Chui, G. Chen.

This book presents a thorough discussion of the mathematical theory of Kalman filtering. The filtering equations are derived in a series of elementary steps enabling the optimality of the process to be understood. It provides a comprehensive treatment of various major topics in Kalman-filtering theo...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Author:	Chui, C. K.
Other Authors:	Chen, G. (Guanrong)
Format:	Electronic eBook
Language:	English
Published:	Berlin ; New York : Springer-Verlag, ©1991.
Edition:	2nd ed.
Series:	Springer series in information sciences ; 17.
Subjects:	Kalman filtering.